I believe the default behavior of == [C#] and = [VB], for reference types, is determine whether the objects being compared represent the same instance. Equals, on the other hand, looks to determine equality by a prescribed comparison of the two objects (e.g., if it looks like a duck and quacks like a duck, it's a duck). So I'm not surprised that Equals is the one that's working for enum entities, rather than "=". Whether the docs are just wrong or there's been some change in the enumeration entities behavior (the behavior of the comparison operators for a given class can be overridden in that class), I'm not entirely sure, but my guess would be that the docs are just wrong, and always were.
Thanks for the heads up - and stick with Equals!